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authorHarpreet2016-09-03 00:34:27 +0530
committerHarpreet2016-09-03 00:34:27 +0530
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+// (C) Copyright International Business Machines Corporation 2007
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// Authors :
+// Pierre Bonami, International Business Machines Corporation
+//
+// Date : 09/01/2007
+
+#ifndef BonDiver_H
+#define BonDiver_H
+
+#include "BonminConfig.h"
+#include "CbcCompareBase.hpp"
+#include "CbcTree.hpp"
+#include "IpRegOptions.hpp"
+#include "IpOptionsList.hpp"
+#include "CbcCompareActual.hpp"
+#include "BonRegisteredOptions.hpp"
+#include <list>
+namespace Bonmin
+{
+ class BabSetupBase;
+ /** Class to do diving in the tree. Principle is that branch-and-bound follows current branch of the tree untill it
+ hits the bottom at which point it goes to the best candidate (according to CbcCompare) on the heap.*/
+ class CbcDiver : public CbcTree
+ {
+ public:
+ /// Default constructor.
+ CbcDiver();
+
+ ///Copy constructor.
+ CbcDiver(const CbcDiver &rhs);
+
+ /// Assignment operator.
+ CbcDiver & operator=(const CbcDiver &rhs);
+
+ /// Destructor.
+ virtual ~CbcDiver();
+
+ ///Virtual copy constructor.
+ virtual CbcTree * clone() const;
+
+ /** \name Heap access and maintenance methods.*/
+ /**@{*/
+ ///Return top node (next node to process.*/
+ virtual CbcNode * top() const;
+
+ /// Add node to the heap.
+ virtual void push(CbcNode * x);
+ /// Remove the top node of the heap.
+ virtual void pop();
+ /// Remove the best node from the heap and return it
+ virtual CbcNode * bestNode(double cutoff);
+ /** @} */
+
+ /// \name vector methods
+ /** @{ */
+ /** Test if empty. */
+ virtual bool empty();
+ /** Give size of the tree.*/
+ virtual int size()
+ {
+ return (static_cast<int>(nodes_.size()) + (nextOnBranch_ != NULL) );
+ }
+ /** @} */
+
+ /*! \brief Prune the tree using an objective function cutoff
+
+ This routine removes all nodes with objective worst than the
+ specified cutoff value.
+ It also sets bestPossibleObjective to best
+ of all on tree before deleting.
+ */
+ virtual void cleanTree(CbcModel * model, double cutoff, double & bestPossibleObjective);
+
+ /// Get best possible objective function in the tree
+ virtual double getBestPossibleObjective();
+
+
+ ///Don't know what this is yet?
+ virtual void endSearch()
+ {
+ nextOnBranch_ = NULL;
+ }
+
+ ///Register the options of the method.
+ static void registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions);
+
+ /// Initialize the method (get options)
+ void initialize(BabSetupBase &b);
+
+ private:
+ /** Say if we are cleaning the tree (then only call CbcTree functions).*/
+ bool treeCleaning_;
+ /** Noext node on the branch.*/
+ CbcNode * nextOnBranch_;
+ /** Flag indicating if we want to stop diving based on the guessed
+ objective value and the cutoff value */
+ bool stop_diving_on_cutoff_;
+ };
+
+
+ /** Class to do probed diving in the tree.
+ * Principle is that branch-and-bound follows current branch of the tree by exploring the two children at each level
+ * and continuing the dive on the best one of the two. Untill it
+ * hits the bottom at which point it goes to the best candidate (according to CbcCompare) on the heap.*/
+ class CbcProbedDiver : public CbcTree
+ {
+ public:
+ /// Default constructor.
+ CbcProbedDiver();
+
+ ///Copy constructor.
+ CbcProbedDiver(const CbcProbedDiver &rhs);
+
+ /// Assignment operator.
+ CbcProbedDiver & operator=(const CbcProbedDiver &rhs);
+
+ /// Destructor.
+ virtual ~CbcProbedDiver();
+
+ ///Virtual copy constructor.
+ virtual CbcTree * clone() const;
+
+ /** \name Heap access and maintenance methods.*/
+ /**@{*/
+ ///Return top node (next node to process.*/
+ virtual CbcNode * top() const;
+
+ /// Add node to the heap.
+ virtual void push(CbcNode * x);
+ /// Remove the top node of the heap.
+ virtual void pop();
+ /// Remove the best node from the heap and return it
+ virtual CbcNode * bestNode(double cutoff);
+ /** @} */
+
+ /// \name vector methods
+ /** @{ */
+ /** Test if empty. */
+ virtual bool empty();
+ /** Give size of the tree.*/
+ virtual int size()
+ {
+ return (static_cast<int>(nodes_.size()) + (nextOnBranch_ != NULL) + (candidateChild_ != NULL) );
+ }
+ /** @} */
+
+ /*! \brief Prune the tree using an objective function cutoff
+
+ This routine removes all nodes with objective worst than the
+ specified cutoff value.
+ It also sets bestPossibleObjective to best
+ of all on tree before deleting.
+ */
+ virtual void cleanTree(CbcModel * model, double cutoff, double & bestPossibleObjective);
+
+ /// Get best possible objective function in the tree
+ virtual double getBestPossibleObjective();
+
+
+ ///Don't know what this is yet?
+ virtual void endSearch()
+ {
+ nextOnBranch_ = NULL;
+ }
+
+ /// Initialize the method (get options)
+ void initialize(BabSetupBase &b);
+
+ private:
+ /** Say if we are cleaning the tree (then only call CbcTree functions).*/
+ bool treeCleaning_;
+ /** Next node on the branch.*/
+ CbcNode * nextOnBranch_;
+ /** Candidate child explored.*/
+ CbcNode * candidateChild_;
+ /** Flag indicating if we want to stop diving based on the guessed
+ objective value and the cutoff value */
+ bool stop_diving_on_cutoff_;
+ };
+
+
+ /** A more elaborate diving class. First there are several modes which can be commanded by the Comparison class below.
+ In particular can command to dive to find solutions, to try to close the bound as possible or to limit the size of
+ the tree.
+
+ The diving goes into the tree doing depth-first search until one of the following happens:
+ \li A prescibed \c maxDiveBacktrack_ number of backtracking are performed.
+ \li The guessed objective value of the current node is worst than the best incumbent.
+ \li The depth of the dive is bigger than \c maxDiveDepth_
+
+ In the first case all the nodes are put on the tree and the next node on top will be the top of the heap, in the
+ two latter case we just put the node on the tree and backtrack in the list of depth-first search nodes.
+
+ \bug This won't work in a non-convex problem where objective does not decrease down branches.
+ */
+ class CbcDfsDiver :public CbcTree
+ {
+ public:
+ enum ComparisonModes{
+ Enlarge/** At the very beginning we might want to enlarge the tree just a bit*/,
+ FindSolutions,
+ CloseBound,
+ LimitTreeSize};
+ /// Default constructor.
+ CbcDfsDiver();
+
+ ///Copy constructor.
+ CbcDfsDiver(const CbcDfsDiver &rhs);
+
+ /// Assignment operator.
+ CbcDfsDiver & operator=(const CbcDfsDiver &rhs);
+
+ /// Destructor.
+ virtual ~CbcDfsDiver();
+
+ ///Virtual copy constructor.
+ virtual CbcTree * clone() const;
+
+ /** \name Heap access and maintenance methods.*/
+ /**@{*/
+ ///Return top node (next node to process.*/
+ virtual CbcNode * top() const;
+
+ /// Add node to the heap.
+ virtual void push(CbcNode * x);
+ /// Remove the top node of the heap.
+ virtual void pop();
+ /// Remove the best node from the heap and return it
+ virtual CbcNode * bestNode(double cutoff);
+ /** @} */
+
+ /// \name vector methods
+ /** @{ */
+ /** Test if empty. */
+ virtual bool empty();
+ /** Give size of the tree.*/
+ virtual int size()
+ {
+ return static_cast<int>(nodes_.size()) + diveListSize_;
+ }
+ /** @} */
+
+ /*! \brief Prune the tree using an objective function cutoff
+
+ This routine removes all nodes with objective worst than the
+ specified cutoff value.
+ It also sets bestPossibleObjective to best
+ of all on tree before deleting.
+ \bug This won't work in a non-convex problem where objective does not decrease down branches.
+ */
+ virtual void cleanTree(CbcModel * model, double cutoff, double & bestPossibleObjective);
+
+ /// Get best possible objective function in the tree
+ virtual double getBestPossibleObjective();
+
+//#ifdef COIN_HAS_BONMIN
+ ///Register the options of the method.
+ static void registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions);
+
+ /// Initialize the method (get options)
+ void initialize(BabSetupBase &b);
+//#endif
+ ///Don't know what this is yet?
+ virtual void endSearch()
+ {}
+
+ /** Changes the mode of comparison of the tree for "safety reasons" if the mode really changes we always
+ finish the current dive and put all the node back onto the heap.*/
+ void setComparisonMode(ComparisonModes newMode);
+ /** get the mode of comparison of the tree.*/
+ ComparisonModes getComparisonMode()
+ {
+ return mode_;
+ }
+ protected:
+ /**Flag to say that we are currently cleaning the tree and should work only
+ on the heap.*/
+ int treeCleaning_;
+ /** List of the nodes in the current dive.*/
+ std::list<CbcNode *> dive_;
+ /** Record dive list size for constant time access.*/
+ int diveListSize_;
+ /** Depth of the node from which diving was started (we call this node the diving board).*/
+ int divingBoardDepth_;
+ /** Last reported cutoff.*/
+ double cutoff_;
+ /** number of backtracks done in current dive.*/
+ int nBacktracks_;
+ /** \name Parameters of the method.*/
+ /** @{ */
+ /** Maximum depth until which we'll do a bredth-first-search.*/
+ int maxDepthBFS_;
+ /** Maximum number of backtrack in one dive.*/
+ int maxDiveBacktracks_;
+ /** Maximum depth to go from divingBoard.*/
+ int maxDiveDepth_;
+ /** Current mode of the diving strategy.*/
+ ComparisonModes mode_;
+ /** @} */
+ private:
+ /** Pushes onto heap all the nodes with objective value > cutoff. */
+ void pushDiveOntoHeap(double cutoff);
+
+ };
+
+ class DiverCompare : public CbcCompareBase
+ {
+ public:
+ // Default Constructor
+ DiverCompare ():
+ CbcCompareBase(),
+ diver_(NULL),
+ numberSolToStopDive_(5),
+ numberNodesToLimitTreeSize_(1000000),
+ comparisonDive_(NULL),
+ comparisonBound_(NULL)
+ {}
+
+
+ virtual ~DiverCompare()
+ {
+ delete comparisonDive_;
+ delete comparisonBound_;
+ }
+
+ // Copy constructor
+ DiverCompare ( const DiverCompare & rhs):
+ CbcCompareBase(rhs),
+ diver_(rhs.diver_),
+ numberSolToStopDive_(rhs.numberSolToStopDive_),
+ numberNodesToLimitTreeSize_(rhs.numberNodesToLimitTreeSize_),
+ comparisonDive_(rhs.comparisonDive_->clone()),
+ comparisonBound_(rhs.comparisonBound_->clone())
+ {}
+
+ // Assignment operator
+ DiverCompare & operator=( const DiverCompare& rhs)
+ {
+ if (this != &rhs) {
+ CbcCompareBase::operator=(rhs);
+ diver_ = rhs.diver_;
+ numberSolToStopDive_ = rhs.numberSolToStopDive_;
+ numberNodesToLimitTreeSize_ = rhs.numberNodesToLimitTreeSize_;
+ delete comparisonDive_;
+ delete comparisonBound_;
+ comparisonDive_ = NULL;
+ comparisonBound_ = NULL;
+ if (rhs.comparisonDive_) comparisonDive_ = rhs.comparisonDive_->clone();
+ if (rhs.comparisonBound_) comparisonBound_ = rhs.comparisonBound_->clone();
+ }
+ return *this;
+ }
+
+ /// Clone
+ virtual CbcCompareBase * clone() const
+ {
+ return new DiverCompare(*this);
+ }
+
+ /// This is test function
+ virtual bool test (CbcNode * x, CbcNode * y);
+
+ /// Called after each new solution
+ virtual bool newSolution(CbcModel * model);
+
+ /// Called after each new solution
+ virtual bool newSolution(CbcModel * model,
+ double objectiveAtContinuous,
+ int numberInfeasibilitiesAtContinuous);
+
+ /** Called 1000 nodes.
+ * Return true if want tree re-sorted.*/
+ virtual bool every1000Nodes(CbcModel * model,int numberNodes);
+
+ /** Set the dfs diver to use.*/
+ void setDiver(CbcDfsDiver * diver)
+ {
+ diver_ = diver;
+ }
+
+ /** Set numberSolToStopDive_ */
+ void setNumberSolToStopDive(int val)
+ {
+ numberSolToStopDive_ = val;
+ }
+
+ /** Set numberNodesToLimitTreeSize_.*/
+ void setNumberNodesToLimitTreeSize(int val)
+ {
+ numberNodesToLimitTreeSize_ = val;
+ }
+
+ /** Set comparison method when diving.*/
+ void setComparisonDive(const CbcCompareBase & val)
+ {
+ comparisonDive_ = val.clone();
+ }
+ /** Set comparison method when closing bound.*/
+ void setComparisonBound(const CbcCompareBase & val)
+ {
+ comparisonBound_ = val.clone();
+ }
+ private:
+ /** Pointer to the CbcDfsDiver handling the tree.*/
+ CbcDfsDiver * diver_;
+ /** Number of solution before we command diver_ to stop diving.*/
+ int numberSolToStopDive_;
+ /** Number of nodes before we command diver_ to limit the tree size.*/
+ int numberNodesToLimitTreeSize_;
+ /** Comparison method used in diving mode*/
+ CbcCompareBase * comparisonDive_;
+ /** Comparison method used bound mode*/
+ CbcCompareBase * comparisonBound_;
+ /** Comparison method used when limit tree size.*/
+ CbcCompareDepth comparisonDepth_;
+ };
+
+}/* Ends bonmin namespace.*/
+
+#endif
+